Cross Margin Quantitative Model Developer (contract)

Genesis10 is currently seeking a Cross Margin Quantitative Model Developer for a contract position with a Global Financial Institution located in Charlotte, NC. This is a 12+ month contract opportunity.


This role involves enhancing and maintaining counterparty credit risk models with a focus on cross margining concepts in prime brokerage and capital markets. The ideal candidate will possess a strong mathematical foundation and hands-on Python engineering skills to develop methodologies, derive formulas, and improve model implementations. This position requires a strong sense of urgency due to the high-impact nature of cross margin exposure.



Responsibilities:

Develop, enhance, and maintain counterparty credit risk models related to cross margin methodologies

Derive analytical formulas, validate assumptions, and identify gaps in existing implementations

Improve or replace outdated models using modern stochastic and ca...